Abstract Clinical supervision is the main method by which mental health professionals acquire the competence to deliver safe and effective therapy. The cognitive behavioural supervision (CBS) approach to supervision parallels CBT in structure and form, which may facilitate learning. Although supervision is integral to trainee development, little is known about what CBS interventions trainees consider helpful. Using a qualitative content analysis methodology, we aimed to identify the specific CBS interventions that trainees find most helpful. Eight trainees completing a CBT rotation in an out-patient hospital setting received weekly individual supervision by staff psychiatrists and psychologists. Following each supervision meeting, trainees completed open-ended responses describing what they found most and least helpful. Responses from 127 meetings were coded using a CBS framework. Overall, trainees found many aspects of supervision helpful. The interventions most frequently noted as valuable were teaching, planning, formulating, training/experimenting, and evaluation of their work. When trainees mentioned unhelpful events, insufficient collaboration and a desire for more or less supervision structure were most frequently noted. These results suggest that the perceived helpfulness of supervision may be tied to the use of CBS interventions that provide trainees with concrete skills that facilitate learning. Further suggestions and implications for supervisors are discussed. Key learning aims (1) To identify the aspects of cognitive behavioural supervision that trainees perceive as most and least helpful for their learning. (2) To integrate trainees’ perspectives with the existing research on supervision satisfaction. (3) To consider limitations, challenges and future directions of cognitive behavioural supervision research.